+27.6%
ILMN vs LPLA
+1,194.2%
-1,166.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -2.7% |
| 7D | +1.9% | -2.1% | +4.0% | +2.4% |
| 30D | +12.3% | -3.3% | +15.6% | +13.1% |
| 3M | +33.5% | +23.5% | +10.0% | +26.6% |
| 6M | +69.4% | +12.0% | +57.4% | +63.6% |
| YTD | +60.9% | -1.7% | +62.6% | +59.2% |
| 1Y | +115.0% | +3.2% | +111.8% | +110.4% |
| 3Y | +37.0% | +46.2% | -9.2% | +20.5% |
| 5Y | -53.1% | +144.9% | -198.0% | -65.8% |
| 10Y | +27.6% | +1,195.1% | -1,167.5% | -20.0% |
| All | +27.6% | +1,194.2% | -1,166.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling